Munich Personal RePEc Archive

The development of the portfolio management for the unit investment funds

Sergeeva, Irina and Nikiforova, Vera (2012): The development of the portfolio management for the unit investment funds.

[img]
Preview
PDF
MPRA_paper_35461.pdf

Download (283Kb) | Preview

Abstract

The paper analyses common Russian practice of assessment of the effectiveness of the unit investment fund portfolio management based on the risk/return tradeoff. The paper identifies characteristics, advantages and disadvantages of various portfolio risk measures, and introduces the approach to risk assessment based on the analytical coefficient calculations.

UB_LMU-Logo
MPRA is a RePEc service hosted by
the Munich University Library in Germany.